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Non-stationary dividend-price ratios

Polimenis, Vassilis; Neokosmidis, Ioannis - In: The journal of asset management 20 (2019) 7, pp. 552-567

Persistent link: https://www.econbiz.de/10012155320

The global financial crisis and its transmission to Asia Pacific

Polimenis, Vassilis; Neokosmidis, Ioannis - In: Journal of management analytics 1 (2014) 4, pp. 266-284

Persistent link: https://www.econbiz.de/10011729838

Non-Stationary Dividend-Price Ratios

Polimenis, Vassilis - 2019

Dividend yields have been widely used in previous research to relate stock market valuations to cash flow fundamentals. However, this approach relies on the assumption that dividend yields are stationary. Due to the failure to reject the hypothesis of a unit root in the classical dividend-price...

Persistent link: https://www.econbiz.de/10012905155

Modified ratios and the cyclically adjusted price-earnings ratio

Georgiou, Catherine; Neokosmidis, Ioannis; Polimenis, … - In: Global business & economics review 27 (2022) 2, pp. 209-231

Persistent link: https://www.econbiz.de/10013453804

Modeling complex telecom investments : a system of systems approach

Tsilipanos, Kosmas; Neokosmidis, Ioannis; Varoutas, Dimitris - In: IEEE transactions on engineering management : EM 62 (2015) 4, pp. 631-642

Persistent link: https://www.econbiz.de/10011392670

Slow and fast markets

Polimenis, Vassilis - In: Journal of economics & business 57 (2005) 6, pp. 576-593

Persistent link: https://www.econbiz.de/10003228113

The modified dividend-price ratio

Polimenis, Vassilis; Neokosmidis, Ioannis M. - In: International review of financial analysis 45 (2016), pp. 31-38

Persistent link: https://www.econbiz.de/10011580777

Affine term structure models

Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2002

Persistent link: https://www.econbiz.de/10001742490

Affine model for credit risk analysis

Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2005

Persistent link: https://www.econbiz.de/10003333870

Optimal portfolio allocation with higher moments

Cvitanić, Jakša; Polimenis, Vassilis; Zapatero, Fernando - In: Annals of finance 4 (2008) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003589408